Amakhosi saw their PSL title bid realistically ended over the last few weeks following a run of three straight defeats, leaving the Soweto giants well down the pecking order
However, those results did not dampen spirits around Naturena and the team responded with three consecutive victories, most notably a 2-0 success over Mamelodi Sundowns.
Wins over Ajax Cape Town and Free State Stars soon followed, and Khune hopes they can earn number four when they host AmaZulu at the FNB Stadium on the final day of the campaign.
"We are happy to be back to our winning ways and the match against Free State Stars showed the character and strength we have in this team," Khune told the club's official website.
Chiefs showed good mental strength to come back from a goal down against Ea Lla Koto to secure a 2-1 victory, and Khune believes the team deserve plenty of praise for their never-say-die attitude.
"Credit should go to the team for a job well done in the Free State. We never gave up and if you look at the winner you will notice that almost all departments were involved before Josta grabbed the winner," the Bafana Bafana goalkeeper added.
"Our focus now is on AmaZulu; we want to make it four in a row - no doubt about it. We also want to end the season on a high note and finish as high as possible on the log.
"We are now laying the foundation for the next season. Last year we also closed on a high and that helped us to have a good start in the league this season."
Chiefs had to come through a change in management towards the end of the season following the sacking of Vladimir Vermezovic, with Donald Khuse, Doctor Khumalo and Arthur Zwane all stepping in as joint caretaker coaches.
Of the trio, Khune added: "They should be given credit for the work they have done since taking over. When we played the Nedbank game against Free State Stars they had taken over only two days before and it showed.
"Against Maritzburg United, Santos and SuperSport, the games we lost, we did well but were unlucky not to score. We are back on track now and we just need to keep our focus as AmaZulu are not going to make things easy for us."